CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 821.8 831.6 9.8 1.2% 838.1
High 835.2 847.0 11.8 1.4% 841.7
Low 821.8 831.2 9.4 1.1% 819.5
Close 832.4 842.7 10.3 1.2% 832.4
Range 13.4 15.8 2.4 17.9% 22.2
ATR 10.4 10.8 0.4 3.7% 0.0
Volume 387 371 -16 -4.1% 16,271
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 887.7 881.0 851.4
R3 871.9 865.2 847.0
R2 856.1 856.1 845.6
R1 849.4 849.4 844.1 852.8
PP 840.3 840.3 840.3 842.0
S1 833.6 833.6 841.3 837.0
S2 824.5 824.5 839.8
S3 808.7 817.8 838.4
S4 792.9 802.0 834.0
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 897.8 887.3 844.6
R3 875.6 865.1 838.5
R2 853.4 853.4 836.5
R1 842.9 842.9 834.4 837.1
PP 831.2 831.2 831.2 828.3
S1 820.7 820.7 830.4 814.9
S2 809.0 809.0 828.3
S3 786.8 798.5 826.3
S4 764.6 776.3 820.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 847.0 819.5 27.5 3.3% 12.4 1.5% 84% True False 3,240
10 848.4 819.5 28.9 3.4% 12.0 1.4% 80% False False 1,738
20 848.4 818.2 30.2 3.6% 10.9 1.3% 81% False False 986
40 848.4 804.2 44.2 5.2% 9.3 1.1% 87% False False 539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 914.2
2.618 888.4
1.618 872.6
1.000 862.8
0.618 856.8
HIGH 847.0
0.618 841.0
0.500 839.1
0.382 837.2
LOW 831.2
0.618 821.4
1.000 815.4
1.618 805.6
2.618 789.8
4.250 764.1
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 841.5 839.9
PP 840.3 837.1
S1 839.1 834.4

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.